-38.1%
VRSK vs MULL
+2,366.2%
-2,404.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.3% | +8.2% | -1.5% |
| 7D | -7.7% | +3.6% | -11.3% | -7.6% |
| 30D | -2.8% | +22.0% | -24.8% | -1.9% |
| 3M | -3.7% | -8.6% | +4.9% | -2.6% |
| 6M | -12.8% | +248.5% | -261.3% | -9.6% |
| YTD | -21.0% | +516.3% | -537.3% | -17.0% |
| 1Y | -32.5% | +2,036.6% | -2,069.1% | -28.5% |
| All | -38.1% | +2,366.2% | -2,404.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling